Place Warm Milk and Dry Yeast in a bowl, mix gently and set aside.
Combine Bread Flour, Sugar and Salt in a large bowl. Make a well in the centre and pour in the yeast mixture and Egg. Mix well to combine, then add Butter. Knead for 2 to 3 minutes, gradually adding extra Flour as required, until smooth and elastic.
Place the dough in a bowl, cover with a plate or plastic wrap, and set aside in a warm place for 1 hour or until doubled in size.
Meanwhile, make Chocolate Custard. Place Egg Yolk and Sugar in a saucepan and combine well. Add Flour and mix well, then add warmed Milk and Vanilla, and mix well.
Cook over a medium to low heat, stirring constantly until custard comes to the boil, add Dark Chocolate, and mix well until Chocolate is melted and custard thickens.
Allow to cool. When cooled, place in a piping bag and set aside in the fridge.
On a lightly floured surface, divide the dough into 8 even portions. Roll out each portion into a long stick. Longer is better, but it would be tricky. Wrap each string around a horn, slightly stretching as you wrap.
Place on baking paper on a baking tray. Set aside for 30 minutes to rise. Preheat oven to 180°C. *Note: I made two horns using copy paper and baking paper. Use staples to secure the end.
Bake for 15 minutes or until nicely browned. Allow to cool on a wire rack. When cooled, fill with Chocolate Custard.
